Anic Equity¶

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Total return since start: 0.55 %¶

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Equity now: -----------------------------> 47354.55 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45959.37 Kr¶

PnL: ---------------------------------------> -929.2 Kr¶

DD now: ---------------------------------> -2.623 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 11:16:46.255250'

Anic Portfolio¶

Today¶

Return: -0.168 %¶

This Week¶

Return: -1.165 %¶

Total¶

Return: 55.027 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.250000 2782.500000 146.500000 5.560000 2636.000010
HMS Networks 2 16.190000 803.600000 130.600000 19.410000 673.000000
FM Mattsson Mora Group B 50 1.330000 3050.000000 123.000000 4.200000 2927.000000
SAAB B 8 1.100000 3445.600000 68.600000 2.030000 3377.000000
MedCap 2 0.220000 462.000000 41.000000 9.740000 421.000000
Intrum 4 6.530000 564.800000 37.800000 7.170000 527.000000
Samhällsbyggnadsbo. i Norden B 20 -0.280000 390.900000 35.900000 10.110000 355.000000
AcadeMedia 12 -0.740000 581.280000 24.280000 4.360000 557.000004
Corem Property Group B 59 -2.580000 601.210000 24.210000 4.200000 576.999999
Resurs Holding 22 -0.910000 596.420000 22.420000 3.910000 573.999998
Boozt 12 0.000000 1668.000000 14.000000 0.850000 1653.999996
Norva24 Group 16 1.870000 556.480000 13.480000 2.480000 543.000000
Eastnine 4 0.000000 502.400000 11.400000 2.320000 491.000000
Swedbank A 3 -1.140000 573.150000 9.150000 1.620000 564.000000
Securitas B 6 -0.410000 576.360000 6.360000 1.120000 570.000000
OEM International B 7 -0.650000 534.100000 6.100000 1.160000 527.999997
Coor Service Management Hold. 8 0.450000 537.600000 5.600000 1.050000 532.000000
Karnov Group 9 -0.330000 539.100000 3.100000 0.580000 536.000004
Fastighetsbolag. Emilshus Pref 21 -1.820000 564.900000 2.900000 0.520000 562.000005
Creaspac SPAC 6 0.310000 579.000000 2.000000 0.350000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -0.480000 246.480000 0.480000 0.200000 246.000000
CTEK 13 -0.070000 528.710000 -5.290000 -0.990000 533.999999
Nordea Bank Abp 29 -0.640000 3446.940000 -7.060000 -0.200000 3453.999992
Midsona B 63 1.800000 571.410000 -11.590000 -1.990000 582.999984
Handelsbanken A 5 -1.020000 534.250000 -11.750000 -2.150000 546.000000
Essity B 2 -3.470000 539.800000 -34.200000 -5.960000 574.000000
International Petroleum Corp. 5 -0.450000 550.000000 -44.570000 -7.500000 594.565215
Beijer Electronics Group 26 -7.450000 2906.800000 -64.200000 -2.160000 2971.000006
Essity A 4 -3.220000 1082.000000 -67.000000 -5.830000 1149.000000
Vivesto 1368 0.670000 537.080000 -75.920000 -12.390000 612.999432
Sampo Oyj SDB 7 -1.190000 3769.500000 -80.500000 -2.090000 3850.000000
Fasadgruppen Group 35 0.960000 3668.000000 -143.000000 -3.750000 3810.999990
OX2 18 0.640000 1412.100000 -251.900000 -15.140000 1663.999992
Axfood 13 -2.690000 3480.100000 -275.900000 -7.350000 3756.000001
Ovzon 52 0.560000 2776.800000 -585.200000 -17.410000 3361.999992
TOTAL 45959.370000 -929.200000 -2.62254% 46888.564618

Updated:¶

'2023-01-26 11:16:59.085528'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶